+9.7%
AVTR vs WST
+261.8%
-252.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +1.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | +1.5% | +12.9% | -11.3% | -3.1% |
| 3M | +17.1% | +16.7% | +0.4% | +10.2% |
| 6M | +91.5% | +26.8% | +64.6% | +74.4% |
| YTD | +38.8% | +50.5% | -11.7% | +16.9% |
| 1Y | +37.7% | +52.9% | -15.1% | +15.0% |
| 3Y | -13.5% | +23.9% | -37.4% | -29.2% |
| 5Y | -59.3% | +1.0% | -60.3% | -63.6% |
| All | +9.7% | +261.8% | -252.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling